Supplementary Material - Money, Prices, and Industrial Production in Tunisia: A VECM in Log Levels on Fully Official Data, 1994-2020

Public supplementary material (version 2) accompanying the manuscript "Money, Prices, and Industrial Production in Tunisia: A VECM in Log Levels on Fully Official Data, 1994-2020" (author: Rahma Tahri, FSEGS, University of Sfax). The main system is estimated in log levels {log IPI, log CPI, log M2, TMM}, Tunisia 1994Q1-2020Q4 (n=108), on fully official data (INS/IFS/BCT). Contents: figures 1-3; tables T1-T12 (unit roots, Zivot-Andrews, Johansen trace + max-eigenvalue with Osterwald-Lenum critical values, VECM with LR weak-exogeneity tests, Toda-Yamamoto, FEVD with generalized decomposition, break tests, sub-samples, CUSUM); T13-T14 provenance exhibit; full data note with retrieval codes. Key results: one cointegrating relation of textbook sign; weak exogeneity of money rejected (p=0.009); output shocks explain 44.9% of money variance at h=20 (generalized: 41.6%). Version 2 re-estimates the main system in log levels following peer review. The full replication package (data + code) is maintained privately by the author under a proprietary license.